Xu Cheng
Personal Details
First Name: | Xu |
Middle Name: | |
Last Name: | Cheng |
Suffix: | |
RePEc Short-ID: | pch634 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/xucheng06/ | |
Department of Economics, University of Pennsylvania, 3718 Locust Walk, Philadelphia, PA 19104, USA | |
(215) 898-6775 | |
Terminal Degree: | 2010 Economics Department; Yale University (from RePEc Genealogy) |
Affiliation
Department of Economics
University of Pennsylvania
Philadelphia, Pennsylvania (United States)http://www.econ.upenn.edu/
RePEc:edi:deupaus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013.
"Shrinkage estimation of high-dimensional factor models with structural instabilities,"
Working Papers
14-4, Federal Reserve Bank of Philadelphia.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers 19792, National Bureau of Economic Research, Inc.
- Xu Cheng & Bruce E. Hansen, 2012.
"Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach,"
PIER Working Paper Archive
12-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
- Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
- Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Xu Cheng & Zhipeng Liao, 2011. "Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version," PIER Working Paper Archive 13-062, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Oct 2013.
- Donald W. K. Andrews & Xu Cheng, 2011.
"Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure,"
Cowles Foundation Discussion Papers
1824, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu, 2013. "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.
- Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
- Donald W.K. Andrews & Xu Cheng, 2011.
"GMM Estimation and Uniform Subvector Inference with Possible Identification Failure,"
Cowles Foundation Discussion Papers
1828, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011.
"Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests,"
Cowles Foundation Discussion Papers
1813, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020. "Generic results for establishing the asymptotic size of confidence sets and tests," Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
- Donald W.K. Andrews & Xu Cheng, 2010.
"Estimation and Inference with Weak, Semi-strong, and Strong Identification,"
Cowles Foundation Discussion Papers
1773, Cowles Foundation for Research in Economics, Yale University.
- Donald W. K. Andrews & Xu Cheng, 2012. "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, September.
- Donald W.K. Andrews & Xu Cheng, 2010. "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers 1773R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
- Xu Cheng & Peter C. B. Phillips, 2009.
"Cointegrating Rank Selection in Models with Time-Varying Variance,"
Cowles Foundation Discussion Papers
1688, Cowles Foundation for Research in Economics, Yale University.
- Cheng, Xu & Phillips, Peter C.B., 2012. "Cointegrating rank selection in models with time-varying variance," Journal of Econometrics, Elsevier, vol. 169(2), pages 155-165.
- Xu Cheng & Peter C.B. Phillips, 2008.
"Semiparametric Cointegrating Rank Selection,"
Cowles Foundation Discussion Papers
1658, Cowles Foundation for Research in Economics, Yale University.
- Xu Cheng & P eter C. B. Phillips, 2009. "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 83-104, January.
Articles
- Andrews, Donald W.K. & Cheng, Xu, 2014.
"Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure,"
Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu, 2013.
"Maximum likelihood estimation and uniform inference with sporadic identification failure,"
Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.
- Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
- Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824, Cowles Foundation for Research in Economics, Yale University.
- Cheng, Xu & Phillips, Peter C.B., 2012.
"Cointegrating rank selection in models with time-varying variance,"
Journal of Econometrics, Elsevier, vol. 169(2), pages 155-165.
- Xu Cheng & Peter C. B. Phillips, 2009. "Cointegrating Rank Selection in Models with Time-Varying Variance," Cowles Foundation Discussion Papers 1688, Cowles Foundation for Research in Economics, Yale University.
- Donald W. K. Andrews & Xu Cheng, 2012.
"Estimation and Inference With Weak, Semi‐Strong, and Strong Identification,"
Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, September.
- Donald W.K. Andrews & Xu Cheng, 2010. "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers 1773R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
- Donald W.K. Andrews & Xu Cheng, 2010. "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers 1773, Cowles Foundation for Research in Economics, Yale University.
- Xu Cheng & P eter C. B. Phillips, 2009.
"Semiparametric cointegrating rank selection,"
Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 83-104, January.
- Xu Cheng & Peter C.B. Phillips, 2008. "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (9) 2008-05-24 2010-10-16 2011-08-09 2011-10-22 2011-11-07 2012-12-22 2012-12-22 2014-01-17 2014-05-24. Author is listed
- NEP-ETS: Econometric Time Series (2) 2008-05-24 2012-12-22
- NEP-ORE: Operations Research (2) 2010-10-16 2011-08-02
- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-FOR: Forecasting (1) 2012-12-22
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